Skip to content

Commit

Permalink
Added logo to Rbuildignore
Browse files Browse the repository at this point in the history
  • Loading branch information
alexiosg committed Nov 13, 2024
1 parent 339a3f8 commit d1f3188
Show file tree
Hide file tree
Showing 3 changed files with 8 additions and 5 deletions.
1 change: 1 addition & 0 deletions .Rbuildignore
Original file line number Diff line number Diff line change
Expand Up @@ -5,3 +5,4 @@
^Meta$
README.Rmd
README.md
^logo\.png$
2 changes: 1 addition & 1 deletion R/ica.R
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
#' The Robust Accurate, Direct ICA ALgorithm (RADICAL)
#' @description
#' The ICA algorithm of Learned-Miller (2003), based on an efficient entropy
#' The ICA algorithm of Learned-Miller (2003), is based on an efficient entropy
#' estimator (due to Vasicek (1976)) which is robust to outliers and requires
#' no strong characterization assumptions about the data generating process.
#' @param X the data matrix (n x m) where n is the number of samples and m is the number of signals.
Expand Down
10 changes: 6 additions & 4 deletions R/methods.R
Original file line number Diff line number Diff line change
Expand Up @@ -2650,12 +2650,13 @@ value_at_risk <- function(object, ...)

#' Value at Risk (VaR) method for predicted and simulated objects
#'
#' @param object an object from the predict or simulate methods.
#' @param object an object generated from the predict or simulate methods.
#' @param weights a vector of weights of length equal to the number of series. If
#' NULL then an equal weight vector is used.
#' @param alpha the quantile level for the value at risk.
#' @param ... not used.
#' @return an xts matrix.
#' @return a matrix of the value at risk. For predict type input objects this will be an xts
#' matrix with index the forecast dates.
#' @export
#' @method value_at_risk gogarch.predict
#' @rdname value_at_risk
Expand Down Expand Up @@ -2771,13 +2772,14 @@ expected_shortfall <- function(object, ...)

#' Expected Shortfall (ES) method for predicted and simulated objects
#'
#' @param object an object from the predict or simulate methods.
#' @param object an object generated from the predict or simulate methods.
#' @param weights a vector of weights of length equal to the number of series. If
#' NULL then an equal weight vector is used.
#' @param alpha the quantile level for the value at risk.
#' for the GOGARCH model.
#' @param ... not used.
#' @return an xts matrix.
#' @return a matrix of the expected shortfall. For predict type input objects this will be an xts
#' matrix with index the forecast dates.
#' @export
#' @method expected_shortfall gogarch.predict
#' @rdname expected_shortfall
Expand Down

0 comments on commit d1f3188

Please sign in to comment.